Universal bounds for fixed point iterations via optimal transport metrics


Abstract in English

We present a self-contained analysis of a particular family of metrics over the set of non-negative integers. We show that these metrics, which are defined through a nested sequence of optimal transport problems, provide tight estimates for general Krasnoselskii-Mann fixed point iterations for non-expansive maps. We also describe some of their very special properties, including their monotonicity and the so-called convex quadrangle inequality that yields a greedy algorithm to compute them efficiently.

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